Probability distribution of returns in the Heston model with stochastic volatility* (Q4647229): Difference between revisions

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Latest revision as of 20:32, 19 April 2024

scientific article; zbMATH DE number 7001554
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English
Probability distribution of returns in the Heston model with stochastic volatility*
scientific article; zbMATH DE number 7001554

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    Probability distribution of returns in the Heston model with stochastic volatility* (English)
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    14 January 2019
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    Heston model
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    stochastic volatility
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    probability distribution of returns
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